“However, we believe that the complexity and gravity of this
matter warrants the establishment of a temporary Select Committee that can
conduct an integrated review of the many national security issues involved,”
they said.

There are a half-dozen congressional committees in the House
and Senate investigating the attack in Benghazi, in which U.S. Ambassador Chris
Stevens and three other Americans were killed.

But one committee that has not launched an investigation is
the Senate Armed Services Committee. All three senators sit on that committee and McCain
is its ranking member.

McCain, Graham and Ayotte sent a letter to Armed Services Chairman
Carl Levin (D-Mich.) on Friday, calling on him to hold hearings on Libya. Levin
has not yet planned any hearings or investigations, and he did not respond
publicly to the letter on Friday.

The senators have sent out multiple letters themselves
asking administration officials to provide information about the attack and the Obama administration’s shifting descriptions of the
cause of the attack.

They have also expressed
frustration that their letters have gone unanswered, and would likely have more
leverage if they were part of a Select Committee investigating the attack.